+38.0%
IGV vs VYM
+64.0%
-26.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -5.4% | -1.9% | -3.5% | -3.5% |
| 30D | -2.6% | -2.6% | 0.0% | +0.1% |
| 3M | +10.5% | +3.6% | +6.9% | +6.6% |
| 6M | +18.2% | +8.7% | +9.5% | +8.1% |
| YTD | -4.2% | +14.1% | -18.4% | -17.2% |
| 1Y | -9.8% | +17.8% | -27.6% | -24.8% |
| All | +38.0% | +64.0% | -26.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling